Zdravko I. Botev

发表

Fast and accurate computation of the distribution of sums of dependent log-normals

Zdravko I. Botev, Robert Salomone, Daniel MacKinlay, 2017, Ann. Oper. Res..

Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2007, Simul..

ON A GENERALIZED SPLITTING METHOD FOR SAMPLING FROM A CONDITIONAL DISTRIBUTION

Pierre L'Ecuyer, Dirk P. Kroese, Zdravko I. Botev, 2018, 2018 Winter Simulation Conference (WSC).

Accurate computation of the right tail of the sum of dependent log-normal variates

Zdravko I. Botev, Pierre L'Ecuyer, Z. Botev, 2017, 2017 Winter Simulation Conference (WSC).

Sampling Conditionally on a Rare Event via Generalized Splitting

Zdravko I. Botev, Pierre L'Ecuyer, 2020, INFORMS J. Comput..

Global likelihood optimization via the cross-entropy method with an application to mixture models

Dirk P. Kroese, Zdravko I. Botev, Z. Botev, 2004, Proceedings of the 2004 Winter Simulation Conference, 2004..

Generalized cross-entropy methods for rare events and optimization

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2006 .

Decision Trees and Ensemble Methods

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2019 .

14. Particle Methods

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2011 .

List of Distributions

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2011 .

Simulation from the Normal Distribution Truncated to an Interval in the Tail

Pierre L'Ecuyer, Zdravko I. Botev, Z. Botev, 2016, VALUETOOLS.

Reliability of stochastic flow networks with continuous link capacities

Reuven Y. Rubinstein, Zdravko I. Botev, Pierre L'Ecuyer, 2014, Proceedings of the Winter Simulation Conference 2014.

An M-estimator for rare-event probability estimation

Zdravko I. Botev, Ad Ridder, 2016, 2016 Winter Simulation Conference (WSC).

Efficient Monte Carlo simulation via the generalized splitting method

Dirk P. Kroese, Zdravko I. Botev, Z. Botev, 2012, Stat. Comput..

Markov chain importance sampling with applications to rare event probability estimation

Bruno Tuffin, Zdravko I. Botev, Pierre L'Ecuyer, 2011, Stat. Comput..

Applications to Network Reliability

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2011 .

Random Number, Random Variable, and Stochastic Process Generation

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2012 .

Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model

Mohamed-Slim Alouini, Zdravko I. Botev, Raúl Tempone, 2018, 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

Markov chain importance sampling with applications to rare event probability analysis

Bruno Tuffin, Zdravko I. Botev, Pierre L'Ecuyer, 2010 .

Logarithmically efficient estimation of the tail of the multivariate normal distribution

Yi-Lung Chen, Zdravko I. Botev, Daniel MacKinlay, 2017, 2017 Winter Simulation Conference (WSC).

Sequential Monte Carlo for counting vertex covers in general graphs

Zdravko I. Botev, Ad Ridder, Radislav Vaisman, 2013, Stat. Comput..

Conditioning by Permutation Monte Carlo for Continuous-Time Markov Chains

Bruno Tuffin, Rohan Shah, Zdravko I. Botev, 2015 .

EXACT POSTERIOR SIMULATION FROM THE LINEAR LASSO REGRESSION

Pierre L'Ecuyer, Yi-Lung Chen, Dirk P. Kroese, 2018, 2018 Winter Simulation Conference (WSC).

Semiparametric Cross Entropy for Rare-Event Simulation

Zdravko I. Botev, Leonardo Rojas-Nandayapa, Ad Ridder, 2013, J. Appl. Probab..

Modeling and Estimating Small Unreliabilities for Static Networks with Dependent Components

Bruno Tuffin, Zdravko I. Botev, Pierre L'Ecuyer, 2013, ICS 2014.

Statistical Analysis of Discrete‐Event Systems

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2012 .

Why the Monte Carlo method is so important today

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2014 .

An importance sampling method based on a one-step look-ahead density from a Markov chain

Bruno Tuffin, Zdravko I. Botev, Pierre L'Ecuyer, 2011, Proceedings of the 2011 Winter Simulation Conference (WSC).

Dependent failures in highly reliable static networks

Pierre L'Ecuyer, Bruno Tuffin, Zdravko I. Botev, 2012, Proceedings Title: Proceedings of the 2012 Winter Simulation Conference (WSC).

Efficient probability estimation and simulation of the truncated multivariate student-t distribution

Zdravko I. Botev, Pierre L'Ecuyer, 2015, 2015 Winter Simulation Conference (WSC).

Monte Carlo estimation of the density of the sum of dependent random variables

Zdravko I. Botev, Robert Salomone, Patrick J. Laub, 2019, Math. Comput. Simul..

Mosaic Style Transfer Using Sparse Autocorrelograms

Zdravko I. Botev, Daniel MacKinlay, 2019, ISMIR.

Discrete Event Simulation

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2011 .

Static Network Reliability Estimation under the Marshall-Olkin Copula

Bruno Tuffin, Zdravko I. Botev, Pierre L'Ecuyer, 2015, ACM Trans. Model. Comput. Simul..

Appendix C: Optimization

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2011 .

Simulation and the Monte Carlo Method: Solutions Manual to Accompany

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2007 .

Simulation of Discrete‐Event Systems

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2012 .

Stochastic Methods for Optimization and Machine Learning

Zdravko I. Botev, Z. Botev, 2005 .

Simulation from the Tail of the Univariate and Multivariate Normal Distribution

Pierre L'Ecuyer, Zdravko I. Botev, Z. Botev, 2018, Systems Modeling: Methodologies and Tools.

12. Randomized Optimization

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2011 .

Tail distribution of the maximum of correlated Gaussian random variables

Michel Mandjes, Zdravko I. Botev, Ad Ridder, 2015, 2015 Winter Simulation Conference (WSC).

MCMC convergence diagnostics via regeneration with application to the bayesian lasso

Yi-Lung Chen, Zdravko I. Botev, 2018, WSC 2018.

The Generalized Splitting Method

Zdravko I. Botev, 2010 .

Reliability Estimation for Networks with Minimal Flow Demand and Random Link Capacities

Pierre L'Ecuyer, Bruno Tuffin, Zdravko I. Botev, 2018, 1805.03326.

Static Network Reliability Estimation via Generalized Splitting

Gerardo Rubino, Pierre L'Ecuyer, Bruno Tuffin, 2013, INFORMS J. Comput..

Rare‐Event Simulation

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2011 .

Importing, Summarizing, and Visualizing Data

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2019 .

Estimation When Both Covariance and Precision Matrices are Sparse

Zdravko I. Botev, Erik Schlogl, Shev Macnamara, 2021, 2021 Winter Simulation Conference (WSC).

Three examples of a Practical Exact Markov Chain Sampling

Zdravko I. Botev, 2007 .

Random Process Generation

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2011 .

Kernel density estimation with linked boundary conditions

Matthew J. Colbrook, Zdravko I. Botev, Shev MacNamara, 2018, Studies in Applied Mathematics.

Spatial Process Simulation

Dirk P. Kroese, Zdravko I. Botev, Z. Botev, 2015 .

Splitting Methods for Efficient Combinatorial Counting and Rare-Event Probability Estimation

Zdravko I. Botev, Z. Botev, 2009 .

Random Variable Generation

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2011 .

Spatial Process Generation

Dirk P. Kroese, Zdravko I. Botev, Z. Botev, 2013, 1308.0399.

A Novel Nonparametric Density Estimator

Zdravko I. Botev, Z. Botev, 2006 .

Non-asymptotic Bandwidth Selection for Density Estimation of Discrete Data

Dirk P. Kroese, Zdravko I. Botev, Z. Botev, 2008 .

Data Science and Machine Learning

Dirk P. Kroese, Zdravko I. Botev, Thomas Taimre, 2019 .